This research examines the identity management strategies among Bosnian religious leaders belonging to the three major religious groups in Bosnia and Herzegovina (B&H), namely the Islamic Community, the Serbian Orthodox Church, and the Roman Catholic Archdiocese of Vrhbosna. The research is based on 31 semi-structured interviews conducted with religious leaders from the aforementioned groups. It specifically focuses on how religious leaders manage negative in-group identities in the context of the country’s EU integration process. Identity management strategies described in the previous literature cannot explain how the respondents in the post-conflict environment of B&H deal with negative in-group perceptions. Instead, this research identifies a new strategy: multiple identification, i.e. identifying not only with the in-group but also with an out-group, thereby paving the way for a novel approach to identity management through multiple group affiliations, emphasizing shared values. With the help of thematic analysis, the article demonstrates how multiple identification with both the in-group and the perceived European society as an out-group evolves in this empirical case.